This may be an urban myth, but... (this disclaimer is made with the knowledge that there are metallurgists around this forum) I have always thought of cold steel as a FACTOR is blade breakage, yes.
Will a perfectly good, new FIE blade break 'cause it's cold? Probably not. Is a rusty, kinked, cheap old blade more likely to break when it's cold? Yes.
"All things must pass. All things must fade away." - George Harrison